Trading Metrics calculated at close of trading on 22-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2007 |
22-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,470.0 |
1,468.8 |
-1.2 |
-0.1% |
1,455.0 |
High |
1,474.0 |
1,477.5 |
3.5 |
0.2% |
1,474.0 |
Low |
1,468.0 |
1,466.5 |
-1.5 |
-0.1% |
1,448.0 |
Close |
1,473.7 |
1,472.5 |
-1.2 |
-0.1% |
1,472.2 |
Range |
6.0 |
11.0 |
5.0 |
83.3% |
26.0 |
ATR |
8.5 |
8.7 |
0.2 |
2.1% |
0.0 |
Volume |
1,227 |
4,065 |
2,838 |
231.3% |
10,000 |
|
Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,505.2 |
1,499.8 |
1,478.6 |
|
R3 |
1,494.2 |
1,488.8 |
1,475.5 |
|
R2 |
1,483.2 |
1,483.2 |
1,474.5 |
|
R1 |
1,477.8 |
1,477.8 |
1,473.5 |
1,480.5 |
PP |
1,472.2 |
1,472.2 |
1,472.2 |
1,473.5 |
S1 |
1,466.8 |
1,466.8 |
1,471.5 |
1,469.5 |
S2 |
1,461.2 |
1,461.2 |
1,470.5 |
|
S3 |
1,450.2 |
1,455.8 |
1,469.5 |
|
S4 |
1,439.2 |
1,444.8 |
1,466.5 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,542.7 |
1,533.5 |
1,486.5 |
|
R3 |
1,516.7 |
1,507.5 |
1,479.4 |
|
R2 |
1,490.7 |
1,490.7 |
1,477.0 |
|
R1 |
1,481.5 |
1,481.5 |
1,474.6 |
1,486.1 |
PP |
1,464.7 |
1,464.7 |
1,464.7 |
1,467.1 |
S1 |
1,455.5 |
1,455.5 |
1,469.8 |
1,460.1 |
S2 |
1,438.7 |
1,438.7 |
1,467.4 |
|
S3 |
1,412.7 |
1,429.5 |
1,465.1 |
|
S4 |
1,386.7 |
1,403.5 |
1,457.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,477.5 |
1,465.5 |
12.0 |
0.8% |
7.2 |
0.5% |
58% |
True |
False |
1,573 |
10 |
1,477.5 |
1,448.0 |
29.5 |
2.0% |
8.1 |
0.5% |
83% |
True |
False |
1,778 |
20 |
1,477.5 |
1,435.4 |
42.1 |
2.9% |
7.7 |
0.5% |
88% |
True |
False |
1,997 |
40 |
1,477.5 |
1,426.0 |
51.5 |
3.5% |
7.7 |
0.5% |
90% |
True |
False |
1,483 |
60 |
1,477.5 |
1,407.3 |
70.2 |
4.8% |
6.1 |
0.4% |
93% |
True |
False |
1,434 |
80 |
1,477.5 |
1,391.9 |
85.6 |
5.8% |
5.0 |
0.3% |
94% |
True |
False |
1,100 |
100 |
1,477.5 |
1,362.9 |
114.6 |
7.8% |
4.1 |
0.3% |
96% |
True |
False |
885 |
120 |
1,477.5 |
1,329.0 |
148.5 |
10.1% |
3.5 |
0.2% |
97% |
True |
False |
750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,524.3 |
2.618 |
1,506.3 |
1.618 |
1,495.3 |
1.000 |
1,488.5 |
0.618 |
1,484.3 |
HIGH |
1,477.5 |
0.618 |
1,473.3 |
0.500 |
1,472.0 |
0.382 |
1,470.7 |
LOW |
1,466.5 |
0.618 |
1,459.7 |
1.000 |
1,455.5 |
1.618 |
1,448.7 |
2.618 |
1,437.7 |
4.250 |
1,419.8 |
|
|
Fisher Pivots for day following 22-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,472.3 |
1,472.2 |
PP |
1,472.2 |
1,471.8 |
S1 |
1,472.0 |
1,471.5 |
|